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Course ECSE 507 Optimization and Optimal Control FALL 2002 |
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WebCT |
Brief Introduction to this courseECSE 507 Optimization and Optimal Control(Prerequisites: MATH 265 or MATH 248 and MATH 270 or MATH 247). General Introduction to optimization
methods including steepest descent, conjugate gradient, Newton algorithms.
Generalized matrix inverses and the least squared error problem. Introduction
to constrained optimality; convexity and duality; interior point methods.
Introduction to dynamic optimization; existence theory, relaxed controls, the
Pontryagin Maximum Principle. Sufficiency of the Maximum Principle. Assessment
rules :
Examination items Weight in % of the final
grade 1) one midterm test (1.5h) 30%
(held during lectures) 2) final written test (1.5h) 30%
(held during lectures) 3) project/presentation 40%
(to be submitted before the final test) Tentative
dates for tests:
1. Thursday, 24 October ,
14:30-16:00 2. Thursday, 21 November,
14:30-16:00
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